搜索结果: 1-6 共查到“金融市场 Financial Market”相关记录6条 . 查询时间(0.109 秒)
Spin models as microfoundation of macroscopic financial market models
Macroscopic price market regulation phenomenological macroscopic models
2011/3/31
Macroscopic price evolution models are commonly used for investment strategies. There are first promising achievements in defining microscopic agent based models for the same purpose. Microscopic mode...
Optimal Life Insurance Purchase, Consumption and Investment on a financial market with multi-dimensional diffusive terms
stochastic optimal control consumption-investment problems life-insurance
2011/3/23
We introduce an extension to Merton's famous continuous time model of optimal consumption and investment, in the spirit of previous works by Pliska and Ye, to allow for a wage earner to have a random ...
A new space-time model for volatility clustering in the financial market
space-time model volatility clustering financial market
2010/10/18
A new space-time model for interacting agents on the financial market is presented. It is a combination of the Curie-Weiss model and a space-time model introduced by J\"arpe 2005. Properties of the m...
Rating groups vs. ratings of group members: evidence from the Italian financial market
rating risk financial group organizational structure corporate events
2010/10/18
This paper examines the relationship between ratings of groups and individual group
entities, with a view to assessing the effects of change to the group structure on the rating.
The analysis focuse...
We investigate financial market correlations using random matrix theory and principal component analysis. We use random matrix theory to demonstrate that correlation matrices of asset price changes co...
Financial Market Reform
2008/1/17
Introduction Financial market reform has risen to the forefront of public policy debates in recent years. The burgeoning literature on economic growth has come to recognize the crucial role that wello...